cdgd0_manual {cdgd} | R Documentation |
Perform unconditional decomposition with nuisance functions estimated beforehand
Description
This function gives the user full control over the estimation of the nuisance functions. For the unconditional decomposition, three nuisance functions (YgivenGX.Pred_D0, YgivenGX.Pred_D1, and DgivenGX.Pred) need to be estimated. The nuisance functions should be estimated using cross-fitting if Donsker class is not assumed.
Usage
cdgd0_manual(
Y,
D,
G,
YgivenGX.Pred_D1,
YgivenGX.Pred_D0,
DgivenGX.Pred,
data,
alpha = 0.05
)
Arguments
Y |
Outcome. The name of a numeric variable. |
D |
Treatment status. The name of a binary numeric variable taking values of 0 and 1. |
G |
Advantaged group membership. The name of a binary numeric variable taking values of 0 and 1. |
YgivenGX.Pred_D1 |
A numeric vector of predicted Y values given X, G, and D=1. Vector length=nrow(data). |
YgivenGX.Pred_D0 |
A numeric vector of predicted Y values given X, G, and D=0. Vector length=nrow(data). |
DgivenGX.Pred |
A numeric vector of predicted D values given X and G. Vector length=nrow(data). |
data |
A data frame. |
alpha |
1-alpha confidence interval. |
Value
A list of estimates.
Examples
# This example will take a minute to run.
data(exp_data)
Y="outcome"
D="treatment"
G="group_a"
X=c("Q","confounder")
data=exp_data
set.seed(1)
### estimate the nuisance functions with cross-fitting
sample1 <- sample(nrow(data), floor(nrow(data)/2), replace=FALSE)
sample2 <- setdiff(1:nrow(data), sample1)
### outcome regression model
message <- utils::capture.output( YgivenDGX.Model.sample1 <-
caret::train(stats::as.formula(paste(Y, paste(D,G,paste(X,collapse="+"),sep="+"), sep="~")),
data=data[sample1,], method="ranger", trControl=caret::trainControl(method="cv"),
tuneGrid=expand.grid(mtry=c(2,4),splitrule=c("variance"),min.node.size=c(50,100))) )
message <- utils::capture.output( YgivenDGX.Model.sample2 <-
caret::train(stats::as.formula(paste(Y, paste(D,G,paste(X,collapse="+"),sep="+"), sep="~")),
data=data[sample2,], method="ranger", trControl=caret::trainControl(method="cv"),
tuneGrid=expand.grid(mtry=c(2,4),splitrule=c("variance"),min.node.size=c(50,100))) )
### propensity score model
data[,D] <- as.factor(data[,D])
levels(data[,D]) <- c("D0","D1") # necessary for caret implementation of ranger
message <- utils::capture.output( DgivenGX.Model.sample1 <-
caret::train(stats::as.formula(paste(D, paste(G,paste(X,collapse="+"),sep="+"), sep="~")),
data=data[sample1,], method="ranger",
trControl=caret::trainControl(method="cv", classProbs=TRUE),
tuneGrid=expand.grid(mtry=c(1,2),splitrule=c("gini"),min.node.size=c(50,100))) )
message <- utils::capture.output( DgivenGX.Model.sample2 <-
caret::train(stats::as.formula(paste(D, paste(G,paste(X,collapse="+"),sep="+"), sep="~")),
data=data[sample2,], method="ranger",
trControl=caret::trainControl(method="cv", classProbs=TRUE),
tuneGrid=expand.grid(mtry=c(1,2),splitrule=c("gini"),min.node.size=c(50,100))) )
data[,D] <- as.numeric(data[,D])-1
### cross-fitted predictions
YgivenGX.Pred_D0 <- YgivenGX.Pred_D1 <- DgivenGX.Pred <- rep(NA, nrow(data))
pred_data <- data
pred_data[,D] <- 0
YgivenGX.Pred_D0[sample2] <- stats::predict(YgivenDGX.Model.sample1, newdata = pred_data[sample2,])
YgivenGX.Pred_D0[sample1] <- stats::predict(YgivenDGX.Model.sample2, newdata = pred_data[sample1,])
pred_data <- data
pred_data[,D] <- 1
YgivenGX.Pred_D1[sample2] <- stats::predict(YgivenDGX.Model.sample1, newdata = pred_data[sample2,])
YgivenGX.Pred_D1[sample1] <- stats::predict(YgivenDGX.Model.sample2, newdata = pred_data[sample1,])
pred_data <- data
DgivenGX.Pred[sample2] <- stats::predict(DgivenGX.Model.sample1,
newdata = pred_data[sample2,], type="prob")[,2]
DgivenGX.Pred[sample1] <- stats::predict(DgivenGX.Model.sample2,
newdata = pred_data[sample1,], type="prob")[,2]
results <- cdgd0_manual(Y=Y,D=D,G=G,
YgivenGX.Pred_D0=YgivenGX.Pred_D0,
YgivenGX.Pred_D1=YgivenGX.Pred_D1,
DgivenGX.Pred=DgivenGX.Pred,
data=data)
results